请教各位,我用的是7个截面、5年的面版数据,Frontier4.1做出来的结果每年的各个公司的效率排名都是一样的,这是什么原因?数据我是经过对数化处理的,以下给的是成本函数的指令和部分输出,生产函数也是一样的问题。求教,急用~望解答,谢谢!
指令文件:
1 1=ERROR COMPONENTS MODEL, 2=TE EFFECTS MODEL
EG1-dta.txt DATA FILE NAME
eg1-out.txt OUTPUT FILE NAME
2 1=PRODUCTION FUNCTION, 2=COST FUNCTION
y LOGGED DEPENDENT VARIABLE (Y/N)
7 NUMBER OF CROSS-SECTIONS
5 NUMBER OF TIME PERIODS
35 NUMBER OF OBSERVATIONS IN TOTAL
4 NUMBER OF REGRESSOR VARIABLES (Xs)
y MU (Y/N) [OR DELTA0 (Y/N) IF USING TE EFFECTS MODEL]
y ETA (Y/N) [OR NUMBER OF TE EFFECTS REGRESSORS (Zs)]
n STARTING VALUES (Y/N)
IF YES THEN BETA0
BETA1 TO
BETAK
SIGMA SQUARED
GAMMA
MU [OR DELTA0
ETA DELTA1 TO
DELTAP]
NOTE: IF YOU ARE SUPPLYING STARTING VALUES
AND YOU HAVE RESTRICTED MU [OR DELTA0] TO BE
ZERO THEN YOU SHOULD NOT SUPPLY A STARTING
VALUE FOR THIS PARAMETER.
输出文件:
the final mle estimates are :
coefficient standard-error t-ratio
beta 0 0.70087946E+01 0.24066887E+01 0.29122149E+01
beta 1 0.13825396E+00 0.70938516E-01 0.19489266E+01
beta 2 0.10498147E+01 0.28071568E+00 0.37397795E+01
beta 3 -0.97918293E-01 0.41431332E+00 -0.23633875E+00
beta 4 -0.65148074E+00 0.58608541E+00 -0.11115799E+01
sigma-squared 0.55802657E+00 0.12157798E+00 0.45898653E+01
gamma 0.97061444E+00 0.12583243E-01 0.77135475E+02
mu 0.14719085E+01 0.43268825E+00 0.34017760E+01
eta -0.72038248E-01 0.17087552E-01 -0.42158319E+01
log likelihood function = 0.39483785E+01
LR test of the one-sided error = 0.42032952E+02
with number of restrictions = 3
[note that this statistic has a mixed chi-square distribution]
efficiency estimates for year 1 :
firm eff.-est.
1 0.52371027E+01
2 0.55128966E+01
3 0.62987279E+01
4 0.22406895E+01
5 0.25210567E+01
6 0.18533784E+01
7 0.26967193E+01
排名(升序):6 4 5 7 1 2 3
mean eff. in year 1 = 0.37657959E+01
efficiency estimates for year 2 :
firm eff.-est.
1 0.59271551E+01
2 0.62632527E+01
3 0.72276289E+01
4 0.23801022E+01
5 0.27016001E+01
6 0.19409829E+01
7 0.29044191E+01
排名(升序):6 4 5 7 1 2 3
mean eff. in year 2 = 0.41921630E+01
efficiency estimates for year 3 :
firm eff.-est.
1 0.67705394E+01
2 0.71839974E+01
3 0.83793028E+01
4 0.25396511E+01
5 0.29101122E+01
6 0.20397832E+01
7 0.31455477E+01
排名(升序):6 4 5 7 1 2 3
mean eff. in year 3 = 0.47098477E+01
efficiency estimates for year 4 :
firm eff.-est.
1 0.78113021E+01
2 0.83250957E+01
3 0.98225398E+01
4 0.27231076E+01
5 0.31522285E+01
6 0.21516142E+01
7 0.34271095E+01
排名(升序):6 4 5 7 1 2 3
mean eff. in year 4 = 0.53447139E+01
efficiency estimates for year 5 :
firm eff.-est.
1 0.91090037E+01
2 0.97544596E+01
3 0.11652083E+02
4 0.29351262E+01
5 0.34350008E+01
6 0.22786881E+01
7 0.37579359E+01
排名(升序):6 4 5 7 1 2 3
mean eff. in year 5 = 0.61317567E+01
这是为什么呢????求解答,求给思路


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